Digestive enzymes help some people.
There are different kinds of enzymes for different food sources:
Lipase - fats
Amylase - starches
Lactase - dairy
Protease - proteins
Bromelain - meat-based proteins
You can also try exercising portion control by consuming smaller quantities over more feedings, which often helps with digestion/absorption. For instance, try sipping your protein shake over 20 minutes as opposed to slamming it in 20 seconds - if that's what you do now.
Also, probiotics like Acidophilus may be beneficial; you can get probiotics from yogurt, too.